 | Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) by Thomas Mikosch
Buy new: £24.14 / Used from: £18.38 Fantastic introduction to the subject of stochastic calculas - highly recommended for beginners in this field
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 | Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Björk
Buy new: £34.60 / Used from: £31.98 One of the best books I have read on the subject - clear and to the point. Good intro to martingale pricing
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 | Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability) by J. Michael Steele
Buy new: £52.88 / Used from: £35.00 More demanding book in terms of technical details of stochastic calculas and its application to finance. Nevertheless a very good book
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 | The Mathematics of Financial Derivatives: A Student Introduction by Jeff Dewynne
Buy new: £22.43 / Used from: £18.51 Very good introduction to PDE approach to pricing
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 | Options, Futures, and Other Derivatives (International Edition) by John C. Hull
Buy used from: £14.98 Not as regouros o the mathematical side but very good to provide overview of financial concepts and products
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 | Numerical Methods in Finance: A MATLAB-based Introduction (Wiley Series in Probability and Statistics) by Paolo Brandimarte
Buy new: £70.95 / Used from: £49.02 Useful book for a useful tool to gain an intuitive understanding of the dynamics of the models
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 | Interest Rate Modelling (Wiley Series in Financial Engineering) by Jessica James
Buy new: £58.00 / Used from: £34.99 covers the thery as well as dealing with practical issues of implementing ir models
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 | Time Series Analysis by James Douglas Hamilton
Buy new: £36.04 / Used from: £31.80 The book to get for econometric related topics - useful for both beginners and more advanced users
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 | An Introduction to C++ and Numerical Methods by James M. Ortega
Buy new: £30.93 / Used from: £18.99 Great biginners book on both C++ and numerical techniques - howvever need another book on C++ to deal in more depth with progarmming issues
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 | Numerical Recipes in C++: The Art of Scientific Computing by William H. Press
Buy used from: £35.00 Useful as reference cataloguing numerical methods in C++
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 | C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by Mark S. Joshi
Buy used from: £31.00 Nice systematic approcah to building scalable and robust pricing engines
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 | Modeling Derivatives in C++ (Wiley Finance) by Justin London
Buy new: £38.16 / Used from: £21.00 Good as a catalogue of solutions to pricing various instruments - note the C++ coding is the not the best.Just use the examples to get a rough idea
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 | The C++ Programming Language: Third Edition by Bjarne Stroustrup
Buy new: £22.79 / Used from: £8.45 One of the definitve C++ references
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 | Monte Carlo Methods in Financial Engineering: v. 53 (Stochastic Modelling and Applied Probability): v. 53 (Stochastic Modelling and Applied Probability) by Paul Glasserman
Buy new: £39.22 / Used from: £37.99 Useful for practisioners invetsigating various Monte carlo techniques to use when building pricing libraries
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 | Copula Methods in Finance (The Wiley Finance Series) by Prof. Umberto Cherubini
Buy new: £56.49 / Used from: £49.99 Best book I could find on copula methods and their applications in finance
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 | Econometric Analysis (International Edition) by William H. Greene
Buy used from: £40.00 Covers a lot of material but can be a bit terse to read - very good appendix however covering asome elementary concepts
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 | Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance) by Darrell Duffie
Buy new: £37.95 / Used from: £19.99 Good overview of credit risk - useful for the practisioner
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 | Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series) by Philipp J. Schönbucher
Buy new: £47.09 / Used from: £38.00 Indepth and doesn't skep details - a tough read for the uninitiated but worth it
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 | Value at Risk: The Benchmark for Controlling Market Risk by Philippe Jorion
Buy used from: £21.98 A nice introduction and overview of VaR
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 | Beyond Value at Risk: New Science of Risk Management (Frontiers in Finance Series) by Kevin Dowd
Buy new: £44.63 / Used from: £20.45 A complementary book to Jorions book
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 | Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas
Buy new: £39.08 / Used from: £29.76 If you really want to challenge - read this book
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 | Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange by Keith Cuthbertson
Buy new: £34.59 / Used from: £30.50 Good introduction to concepts in financial economics such as CAPM, MV -analysis etc
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 | Theory of Financial Decisions (Rowman and Littlefield Studies in Financial Economics) by Jonathon E. Ingersoll
Buy new: £64.99 / Used from: £38.43 More mathematically rigourous approach to financial economics and decision making
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 | An Introduction to Copulas (Lecture Notes in Statistics) by Roger B. Nelsen
Buy used from: £73.95 mathematically rigorous introduction to copulas
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 | Martingale Methods in Financial Modelling (Applications of Mathematics) by M Musiela
Buy used from: £35.61 Bible on Martigale pricing - not for the beginner
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